Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064226.6062 | 906371.7326 | 157854.8736 | 326853.3244 | -242497.4441 | 569350.7685 |
Total P&L (%) | 1064.2266 | 906.3717 | 157.8549 | 326.8533 | -242.4974 | 569.3508 |
Avg Daily Profit (%) | 0.4518 | 0.3848 | 0.067 | 0.0616 | 0 | 0.0807 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158161 | -62580 | -179493 | -348031 | -479243 | -119822 |
Profit Factor | 3.1061 | 4.485 | 1.6437 | 1.2847 | 0.7112 | 2.8477 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 50 | 41.3793 | 58.6207 | 50 | 41.3793 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.1061 | 6.3537 | 1.1603 | 1.2847 | 1.0076 | 2.0101 |
Largest Winning Trade | 794891 | 794891 | 61464 | 283203 | 170704 | 283203 |
Largest Losing Trade | -88803 | -29877 | -88803 | -186814 | -186814 | -77270 |
Avg Bars in Trades | 237 | 198 | 276 | 237 | 198 | 276 |
Avg Bars in Winners | 351 | 310 | 381 | 351 | 310 | 381 |
Avg Bars in Losers | 122 | 119 | 127 | 122 | 119 | 127 |
Bars Traded | 13762 | 5756 | 8006 | 13762 | 5756 | 8006 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163375 | 490556 | -100394 | -290146 | -582518 | -78241 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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